This article outlines the scope for implementing the Mass File Download feature, which allows users to download both Classic and Lightning Notes.
If you would like to learn more about this feature, please visit the following link: Mass File Download : Additional Feature : Classic & Lightning Notes Download
PS: View Mass File Download, Salesforce file download app on Salesforce AppExchange: https://appexchange.salesforce.com/appxListingDetail?listingId=a0N3A00000EcsAOUAZ